Have you considered just adding the three songs to the music queue of the sound system and using that to play your music?
how do you add a song to the queue and how many songs could you add ?
Here's an example from TestMusicQueue:
AudioTrack track = AudioSystem.getSystem().createAudioTrack(
MusicTrackQueue queue = AudioSystem.getSystem().getMusicQueue();
You'd probably to use the ALL repeat type.
i may be wrong, but as i see it he uses SoundSystem and not the newer AudioSystem …
Are you still using the old sound system? What version of jME do you have? With the newer it's really that simple, as in TestMusicQueue.